C000043697 Performance — Fidelity Large Cap Value Enhanced Index Fund
Data updated: 2023-11-13
C000043697 returned +8.29% over one year to Aug 2023. The annualised 3-year return is +12.63%. Against its International Large Value category average the fund came out ahead over three years but behind over one: $100 invested three years ago grew to $143, against $129 for the category, and to $108 over one year, against $119. Volatility over the past three years was 17.37% a year. In the 12 months to Aug 2023 the fund lost a net $210.9M, and assets reached $5.67B.
C000043697 Growth of $100
What $100 invested in Fidelity Large Cap Value Enhanced Index Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the International Large Value category average over the same months.
| Period | C000043697 | Category average |
|---|---|---|
| 1 year (Sep 2022 – Aug 2023) | $108 | $119 |
| 3 years (Sep 2020 – Aug 2023) | $143 | $129 |
| Since data start (Sep 2019 – Aug 2023) | $146 | $130 |
C000043697 Trailing Returns
Total returns to Aug 2023, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +8.29% |
| 3 years (annualised) | +12.63% |
C000043697 Annual Returns
Calendar-year total returns of Fidelity Large Cap Value Enhanced Index Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2023 (Jan–Aug) | +5.09% |
| 2022 | −6.46% |
| 2021 | +28.30% |
| 2020 | +4.43% |
| 2019 (Sep–Dec) | +10.58% |
C000043697 Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | +4.0% | −3.0% | −0.5% | +1.1% | −3.6% | +6.6% | +3.5% | −2.6% | — | — | — | — |
| 2022 | −1.4% | −1.2% | +2.8% | −5.2% | +2.4% | −9.0% | +5.8% | −3.0% | −8.2% | +10.5% | +5.8% | −4.0% |
| 2021 | −0.4% | +7.0% | +5.9% | +4.1% | +2.7% | −1.0% | +0.6% | +2.2% | −3.4% | +5.0% | −3.5% | +6.6% |
| 2020 | −2.1% | −9.7% | −15.9% | +10.7% | +3.3% | −0.7% | +4.4% | +4.6% | −2.9% | −1.6% | +13.8% | +4.1% |
| 2019 | — | — | — | — | — | — | — | — | +3.0% | +1.6% | +3.3% | +2.3% |
C000043697 Risk
Risk measures from monthly returns over Sep 2020 – Aug 2023.
- 3-year volatility (annualised): 17.37%
- 3-year Sharpe ratio: 0.47 (vs 4.5% risk-free rate)
- Best month: +13.84% (Nov 2020)
- Worst month: −9.04% (Jun 2022)
C000043697 Fund Flows
Monthly money in and out of Fidelity Large Cap Value Enhanced Index Fund, from SEC Form N-PORT.
- 12-month net flow: −$210.9M
- 12-month gross sales (incl. reinvestments): $1.1B
- Sales ÷ redemptions: 0.83×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Aug 2023 | $163.5M | $44.4M | $119.1M |
| Jul 2023 | $21.1M | $46.7M | −$25.6M |
| Jun 2023 | $260.1M | $288.1M | −$28.0M |
| May 2023 | $22.8M | $66.5M | −$43.7M |
| Apr 2023 | $20.5M | $116.0M | −$95.5M |
| Mar 2023 | $35.6M | $57.7M | −$22.0M |
| Feb 2023 | $40.4M | $55.7M | −$15.3M |
| Jan 2023 | $45.1M | $58.3M | −$13.3M |
| Dec 2022 | $274.6M | $299.3M | −$24.7M |
| Nov 2022 | $34.4M | $44.8M | −$10.4M |
| Oct 2022 | $63.2M | $79.4M | −$16.2M |
| Sep 2022 | $78.6M | $113.8M | −$35.3M |
C000043697 Assets Under Management
Net assets of Fidelity Large Cap Value Enhanced Index Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2023-08-31 | $5.67B |
| 2023-05-31 | $5.22B |
| 2023-02-28 | $5.54B |
| 2022-11-30 | $6.04B |
| 2022-08-31 | $5.69B |
| 2022-05-31 | $6.38B |
| 2022-02-28 | $6.35B |
| 2021-11-30 | $6.03B |
| 2021-08-31 | $6.19B |
| 2021-05-31 | $5.84B |
| 2021-02-28 | $4.88B |
| 2020-11-30 | $4.25B |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.